Variance decomposition

how I can see variance decomposition for different periods?
For instance, I need to to obtain the variance decomposition for, say, 4, 10 and 20 periods ahead. I try to program in the following way:
stoch_simul(irf=4) var1 var2 var3;
stoch_simul(irf=10) var1 var2 var3;
stoch_simul(irf=20) var1 var2 var3;
but I get the same numbers for the three cases. What is the way to do it right?
Many thanks in advance!


that’s normal you get the same results because for now, Dynare can only compute the variance decomposition for infinite horizons.


Thanks a lot for your answer!
Do you know any possible way to compute the var. decomposition for different horizons? Any program for Matlab?